I have N financial assets with T return observations each.

I am to add these N assets into a portfolio, weighing each asset with a particular weight, with weights adding to 1. This is the easy part.

Calculating the mean and the variance is straightforward, but how on earth do I calculate portfolio skewness and kurtosis???

I would assume I have to deal with coskewness and cokurtosis, as with covariance for the portfolio variance case, but what about these two moments?

Anyone???